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In this paper, we propose some estimation techniques to estimate the elementary chirp model parameters, which are encountered in sonar, radar, acoustics, and other areas. We derive asymptotic theoretical properties of least squares…
In this paper, we investigate multi user chirp spread spectrum with noncoherent detection as a continuation of our work on coherent detection in [1]. We derive the analytical bit error ratio (BER) expression for binary chirp spread spectrum…
In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…
In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…
From a practical perspective, proposals are one of the main bottleneck for any Markov Chain Monte Carlo (MCMC) algorithm. This paper suggests a novel data driven or informed proposal for reversible jump MCMC for Bayesian variable selection…
Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…
Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations of MCMC methods do not extend easily to…
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…
Markov Chain Monte Carlo (MCMC) is a popular class of statistical methods for simulating autocorrelated draws from target distributions, including posterior distributions in Bayesian analysis. An important consideration in using simulated…
A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…
Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…
An MCMC simulation method based on a two stage delayed rejection Metropolis-Hastings algorithm is proposed to estimate a factor multivariate stochastic volatility model. The first stage uses kstep iteration towards the mode, with k small,…
Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…
Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…
Model predictive path integral (MPPI) is a sampling-based method for solving complex model predictive control (MPC) problems, but its real-time implementation faces two key challenges: the computational cost and sample requirements grow…
Understanding the oscillating behaviors that govern organisms' internal biological processes requires interdisciplinary efforts combining both biological and computer experiments, as the latter can complement the former by simulating…
Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…
Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…